In this article we discuss a set of geometric ideas which shed some light on the question of directed polymer pinning in the presence of bulk disorder. Differing from standard methods and techniques, we transform the problem to a particular dependent percolative system and relate the pinning transition to a percolation transition.

Consider the one-dimensional contact process. About ten years ago, N. Konno stated the conjecture that, for all positive integers $n, m$, the upper invariant measure has the following property: Conditioned on the event that $O$ is infected, the events $\{$All sites $-n, \ldots, -1$ are healthy$\}$ and $\{$All sites $1, \ldots, m$ are healthy$\}$ are negatively correlated.

We prove (a stronger version of) this conjecture, and explain that in some sense it is a dual version of the planar case of one of our results in van den Berg, J., Häggström, O., Kahn, J. (2005), Some conditional correlation inequalities for percolation and related processes, to appear in Random Structures and Algorithms.

The Burton-Keane theorem for the almost-sure uniqueness of infinite clusters is a landmark of stochastic geometry. Let $\mu$ be a translation-invariant probability measure with the finite-energy property on the edge-set of a $d$-dimensional lattice. The theorem states that the number $I$ of infinite components satisfies $\mu(I\in\{0,1\}) = 1$. The proof is an elegant and minimalist combination of zero-one arguments in the presence of amenability. The method may be extended (not without difficulty) to other problems including rigidity and entanglement percolation, as well as to the Gibbs theory of random-cluster measures, and to the central limit theorem for random walks in random reflecting labyrinths. It is a key assumption on the underlying graph that the boundary/volume ratio tends to zero for large boxes, and the picture for non-amenable graphs is quite different.

We describe infinite clusters which arise in nearest-neighbour percolation for so-called cocycle measures on the square lattice. These measures arise naturally in the study of random transformations. We show that infinite clusters have a very specific form and direction. In concrete situations, this leads to a quick decision whether or not a certain cocycle measure percolates. We illustrate this with two examples which are interesting in their own right.

This paper considers 1-dimensional generalized random walks in random scenery. That is, the steps of the walk are generated by an arbitrary stationary process, and also the scenery is a priori arbitrary stationary. Under an ergodicity condition--which is satisfied in the classical case--a simple proof of the distinguishability of periodic sceneries is given.

In this paper we give a survey of some recent results for random walk in random scenery (RWRS). On $\Z^d$, $d\geq 1$, we are given a random walk with i.i.d. increments and a random scenery with i.i.d. components. The walk and the scenery are assumed to be independent. RWRS is the random process where time is indexed by $\Z$, and at each unit of time both the step taken by the walk and the scenery value at the site that is visited are registered. We collect various results that classify the ergodic behavior of RWRS in terms of the characteristics of the underlying random walk (and discuss extensions to stationary walk increments and stationary scenery components as well). We describe a number of results for scenery reconstruction and close by listing some open questions.

We review results on linearly edge-reinforced random walks. On finite graphs, the process has the same distribution as a mixture of reversible Markov chains. This has applications in Bayesian statistics and it has been used in studying the random walk on infinite graphs. On trees, one has a representation as a random walk in an independent random environment. We review recent results for the random walk on ladders: recurrence, a representation as a random walk in a random environment, and estimates for the position of the random walker.

We survey distributional properties of $\mathbb{R}^d$-valued cocycles of finite measure preserving ergodic transformations (or, equivalently, of stationary random walks in $\mathbb{R}^d$) which determine recurrence or transience.

We consider the following recurrence relation with random i.i.d. coefficients $(a_{n}, b_{n})$: $$ x_{n+1}=a_{n+1} x_{n}+b {n+1} %%\leqno (0)$$ where $a_{n}\in GL(d,\mathbb R), b_{n}\in \mathbb R^d$. Under natural conditions on $(a_{n}, b_{n})$ this equation has a unique stationary solution, and its support is non-compact. We show that, in general, its law has a heavy tail behavior and we study the corresponding directions. This provides a natural construction of laws with heavy tails in great generality. Our main result extends to the general case the results previously obtained by H. Kesten, Random difference equations and renewal theory for products of random matrices, under positivity or density assumptions, and the results recently developed in On the tail of the stationary distribution of a random coefficient AR(q) model, in a special framework.

For the action of an algebraic cellular automaton on a Markov subgroup, we show that the Cesàro mean of the iterates of a Markov measure converges to the Haar measure. This is proven by using the combinatorics of the binomial coefficients on the regenerative construction of the Markov measure.

A random vector ${\bf X}$ is weakly stable iff for all $a,b \in \mathbb{R}$ there exists a random variable $\Theta$ such that $a{\bf X} + b {\bf X}' \stackrel{d}{=} {\bf X} \Theta$. This is equivalent (see \cite{MOU}) with the condition that for all random variables $Q_1, Q_2$ there exists a random variable $\Theta$ such that $${\bf X} Q_1 + {\bf X}' Q_2 \stackrel{d}{=} {\bf X} \Theta, %% \eqno{(\ast)}$$ where ${\bf X}, {\bf X}', Q_1, Q_2, \Theta$ are independent. In this paper we define generalized convolution of measures defined by the formula $${\cal L}(Q_1) \oplus_{\mu} {\cal L}(Q_2) = {\cal L}(\Theta),$$ if the equation $(\ast)$ holds for ${\bf X}, Q_1, Q_2, \Theta$ and $\mu = {\cal L}(\Theta)$. We study here basic properties of this convolution, basic properties of $\oplus_{\mu}$-infinitely divisible distributions, $\oplus_{\mu}$-stable distributions and give a series of examples.

For a marked point process $\{(x_i, S_i)_{i \geq 1}\}$ with $\{x_i \in \Lambda: i \geq 1\}$ being a point process on $\Lambda \subseteq \mathbb R^d$ and $\{S_i \subseteq R^d: i \geq 1\}$ being random sets consider the region $C= \cup_{i \geq 1} (x_i + S_i)$. This is the {\it covered}\/ region obtained from the Boolean model$\{(x_i + S_i): i \geq 1\}$. The Boolean model is said to be {\it completely covered}\/ if $\Lambda \subseteq C$ almost surely. If $\Lambda$ is an infinite set such that ${\bf s} + \Lambda \subseteq \Lambda$ for all ${\bf s} \in \Lambda$ (e.g. the orthant), then the Boolean model is said to be {\it eventually covered}\/ if ${\bf t} + \Lambda \subseteq C$ for some ${\bf t}$ almost surely. We discuss the issues of coverage when $\Lambda$ is $\mathbb R^d$ and when $\Lambda$ is $[0,\infty)^d$.

A strong invariance principle is established for random fields which satisfy dependence conditions more general than positive or negative association. We use the approach of Csörgő and Révész applied recently by Balan to associated random fields. The key step in our proof combines new moment and maximal inequalities, established by the authors for partial sums of multiindexed random variables, with the estimate of the convergence rate in the CLT for random fields under consideration.

In this contribution we discuss the role which incoherent boundary conditions can play in the study of phase transitions. This is a question of particular relevance for the analysis of disordered systems, and in particular of spin glasses. For the moment our mathematical results only apply to ferromagnetic models which have an exact symmetry between low-temperature phases. We give a survey of these results and discuss possibilities to extend them to some situations where many pure states can coexist. An idea of the proofs as well as the reformulation of our results in the language of Newman-Stein metastates are also presented.

Markov chains in time, such as simple random walks, are at the heart of probability. In space, due to the absence of an obvious definition of past and future, a range of definitions of Markovianity have been proposed. In this paper, after a brief review, we introduce a new concept of Markovianity that aims to combine spatial and temporal conditional independence.

Actions of $\mathbb Z^d$ by automorphisms of compact zero-dimensional groups exhibit a range of mixing behaviour. Schmidt introduced the notion of mixing shapes for these systems, and proved that non-mixing shapes can only arise non-trivially for actions on zero-dimensional groups. Masser has shown that the failure of higher-order mixing is always witnessed by non-mixing shapes. Here we show how valuations can be used to understand the (non-)mixing behaviour of a certain family of examples. The sharpest information arises for systems corresponding to tight polyhedra.

Expansions that furnish increasingly good approximations to real numbers are usually related to dynamical systems. Although comparing dynamical systems seems difficult in general, Lochs was able in 1964 to relate the relative speed of approximation of decimal and regular continued fraction expansions (almost everywhere) to the quotient of the entropies of their dynamical systems. He used detailed knowledge of the continued fraction operator. In 2001, a generalization of Lochs’ result was given by Dajani and Fieldsteel, Equipartition of interval partitions and an application to number theory, describing the rate at which the digits of one number-theoretic expansion determine those of another. Their proofs are based on covering arguments and not on the dynamics of specific maps. In this paper we give a dynamical proof for certain classes of transformations, and we describe explicitly the distribution of the number of digits determined when comparing two expansions in integer bases. Finally, using this generalization of Lochs' result, we estimate the unknown entropy of certain number theoretic expansions by comparing the speed of convergence with that of an expansion with known entropy.

We will give a summary about the relations between the spectra of the Perron-Frobenius operator and pseudo random sequences for 1-dimensional cases. There are many difficulties

A numeration system originally implies a digitization of real numbers, but in this paper it rather implies a compactification of real numbers as a result of the digitization.

By definition, a numeration system with $G$, where $G$ is a nontrivial closed multiplicative subgroup of ${\mathbb R}_+$, is a nontrivial compact metrizable space $\Omega$ admitting a continuous $(\lambda\omega+t)$-action of $(\lambda,t)\in G\times{\mathbb R}$ to $\omega\in\Omega$, such that the $(\omega+t)$-action is strictly ergodic with the unique invariant probability measure $\mu_\Omega$, which is the unique $G$-invariant probability measure attaining the topological entropy $|\log\lambda|$ of the transformation $\omega\mapsto\lambda\omega$ for any $\lambda\ne 1$.

We construct a class of numeration systems coming from weighted substitutions, which contains those coming from substitutions or $\beta$-expansions with algebraic $\beta$. It also contains those with $G={\mathbb R}_+$.

We obtained an exact formula for the $\zeta$-function of the numeration systems coming from weighted substitutions and studied the properties. We found a lot of applications of the numeration systems to the $\beta$-expansions, Fractal geometry or the deterministic self-similar processes which are seen in Kamae (Kamae, T. (2005), Numeration systems as dynamical systems, Preprint, available at http://www14.plala.or.jp/kamae).

This paper is based on Kamae, Numeration systems, fractals and stochastic processes, (to appear) changing the way of presentation. The complete version of this paper is in Kamae, Numeration systems as dynamical systems, Preprint, available at http://www14.plala.or.jp/kamae).

We detail the continued fraction expansion of the square root of a monic polynomials of even degree. We note that each step of the expansion corresponds to addition of the divisor at infinity, and interpret the data yielded by the general expansion. In the quartic and sextic cases we observe explicitly that the parameters appearing in the continued fraction expansion yield integer sequences defined by bilinear relations instancing sequences of Somos type.

We present a partial survey on normal numbers, including Keane’s contributions, and with recent developments in different directions.

A Moebius system is an ergodic fibred system $(B, T)$ (see \cite{r5}) defined on an interval $B=[a, b]$ with partition $(J_k), k \in I, \# I \geq 2$ such that $Tx = \frac{c_k + d_kx}{a_k + b_k x}$, $x \in J_k$ and $ T |_{J_k}$ is a bijective map from $J_k$ onto $B$. It is well known that for $\#I=2$ the invariant density can be written in the form $h(x) =\int_{B^{*}}\frac{dy}{(1+xy)^2}$ where $B^{*}$ is a suitable interval. This result does not hold for $\#I \geq 3$. However, in this paper for $\#I=3 $ two classes of interval maps are determined which allow the extension of the before mentioned result.

We give a short proof of a strengthening of the Maximal Ergodic Theorem which also immediately yields the Pointwise Ergodic Theorem.

We prove that the quantum trajectory of repeated perfect measurement on a finite quantum system either asymptotically purifies, or hits upon a family of 'dark' subspaces, where the time evolution is unitary.

In this note we recall the importance of the notion of a finitary isomorphism in the classification problem of dynamical systems.

We consider a simple transformation (coding) of an iid source called a bit-shift channel. This simple transformation occurs naturally in magnetic or optical data storage. The resulting process is not Markov of any order. We discuss methods of computing the entropy of the transformed process, and study some of its properties.

Motivated by the Lagrange top coupled to an oscillator, we consider the quasi-periodic Hamiltonian Hopf bifurcation. To this end, we develop the normal linear stability theory of an invariant torus with a generic (i.e., non-semisimple) normal $1:-1$ resonance. This theory guarantees the persistence of the invariant torus in the Diophantine case and makes possible a further quasi-periodic normal form, necessary for investigation of the non-linear dynamics. As a consequence, we find Cantor families of invariant isotropic tori of all dimensions suggested by the integrable approximation.

We give a simple proof of the title.

A necessary and sufficient condition is given for a subshift presentation to have a continuous $g$-function. An invariant necessary and sufficient condition is formulated for a subshift to posses a presentation that has a continuous $g$-function.